+87.8%
INCY vs DOC
-20.4%
+108.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | -0.5% | +1.0% | -1.5% | -0.8% |
| 30D | +9.8% | +8.1% | +1.7% | +7.4% |
| 3M | +1.0% | +0.9% | +0.1% | +0.7% |
| 6M | +21.9% | +6.3% | +15.6% | +20.0% |
| YTD | +23.8% | +33.8% | -10.0% | +13.9% |
| 1Y | +13.0% | +21.6% | -8.6% | +6.8% |
| 3Y | +133.2% | +53.4% | +79.8% | +103.0% |
| 5Y | +87.8% | -21.0% | +108.8% | +100.2% |
| All | +87.8% | -20.4% | +108.1% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling